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Residential Whole Loans - LTV on Loans (Details) - 90 or more
$ in Thousands
Dec. 31, 2021
USD ($)
Dec. 31, 2020
USD ($)
Held at Carrying Value    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Carrying Value / Fair Value $ 230,903 $ 313,153
UPB 229,520 310,084
Held at Fair Value    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Carrying Value / Fair Value 781,245 1,004,503
UPB 800,145 1,080,733
Held at Fair Value | Nonperforming Financial Instruments    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Carrying Value / Fair Value 454,443 571,729
UPB $ 453,146 $ 625,621
LTV (as a percent) 0.802 0.868
Non-QM loans | Held at Carrying Value    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Carrying Value / Fair Value $ 96,473 $ 148,387
UPB $ 94,755 $ 144,681
LTV (as a percent) 0.646 0.659
Rehabilitation loans | Held at Carrying Value    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Carrying Value / Fair Value $ 103,166 $ 136,347
UPB $ 103,034 $ 136,347
LTV (as a percent) 0.676 0.658
Single-family rental loans | Held at Carrying Value    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Carrying Value / Fair Value $ 23,524 $ 20,388
UPB $ 23,487 $ 20,233
LTV (as a percent) 0.734 0.727
Seasoned performing loans | Held at Carrying Value    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Carrying Value / Fair Value $ 7,740 $ 8,031
UPB $ 8,244 $ 8,823
LTV (as a percent) 0.456 0.551
Agency eligible investor loans | Held at Carrying Value    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Carrying Value / Fair Value $ 0 $ 0
UPB $ 0 $ 0
LTV (as a percent) 0 0
Purchased Credit Deteriorated Loans | Held at Carrying Value    
Accounts, Notes, Loans and Financing Receivable [Line Items]    
Carrying Value / Fair Value $ 95,899 $ 119,621
UPB $ 117,479 $ 145,028
LTV (as a percent) 0.791 0.867